+150.1%
LNT vs ALM
+3,082.3%
-2,932.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -1.0% |
| 7D | +0.2% | +3.6% | -3.4% | +0.1% |
| 30D | -0.5% | +33.8% | -34.3% | -0.9% |
| 3M | -5.5% | +14.8% | -20.3% | -5.8% |
| 6M | -3.8% | -7.0% | +3.2% | -4.0% |
| YTD | +6.8% | +108.1% | -101.2% | +5.3% |
| 1Y | +9.3% | +313.8% | -304.5% | +6.5% |
| 3Y | +47.9% | +2,227.6% | -2,179.7% | +39.7% |
| 5Y | +31.6% | +956.6% | -925.0% | +24.9% |
| 10Y | +150.1% | +3,082.3% | -2,932.2% | +138.3% |
| All | +150.1% | +3,082.3% | -2,932.2% | +138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling